Day of week average is a date-related function. It does not aim at generating signals and making decisions, but is used as a statistical indicator tracing the price change dependently on the day of the week. It gives the price simple moving average over N bars back, these bars corresponding...

Here is another date function used to make correspondence between the trading bars and the actual dates in the calendar. It is named DayOfWkMonth, and it returns a value of one for the bar that corresponds to the day of week in the week number given as parameters.
For example, if...

Here is another date function that can be used to make correspondence between trading bars and actual dates in the calendar. It is named 'EndOfMonth' and it returns 1 for the trading bar that corresponds to the last day in the month. Its principle is simple; it loops through the...

Relative momentum index is an oscillator introduced by Roger Altman in a February 1993 'Stocks & Commodities' magazine article. Inspired from the relative strength index, it attempts to improve it by eliminating the oscillations between defined overbought and oversold levels through the introduction of a momentum. The relative momentum index...

The Donchian channel is an indicator that was introduced by Robert Donchian; it consists of a set of 3 lines used as an envelope in order to calculate the price volatility. The first one is the price highest high over a chosen period; the second one is the lowest low...

This function calculates the number of bars, value, sum, average and rate of return of a specified vector and using reference points. For example, if you use the rate of return indicator (ROC), the function accepts as input a vector and a lookback period (number of bars). If we choose...

The Margin Trading data for the National Stock Exchange (India) is downloaded from the NSE website (http://www.nseindia.com/archives/archives.htm). It includes the quantity and the amount financed by members/dealers of the NSE under the Margin Trading Facility for all securities listed in the exchange.

Recently I have created an EOD quotes downloader for NSE (National Stock Exchange) listed companies that downloads data by date. This time, I have made the same but for the BSE (Bombay Stock Exchange).
As with the NSE downloader, the data comes directly from the exchange website (in this case bseindia.com)...

The Dynamic Momentum Index or DMI is a technical analysis indicator used to determine overbought and oversold conditions of a particular security. Unlike other overbought/oversold indicators like the Relative Strength Index (RSI), the Dynamic Momentum Index does not use a fixed time period. Instead, the time period, used by this...

This is a function that could be used with a database that contains text data (for example a news database). The function accepts as arguments, the database name, the field name, a positive list of words and a negative list of words.
These lists of words are simply words separated by...

The OEX Put-Call ratio or PCR is based on the S&P 100 Index, it is a measure of the number of puts versus the number of calls traded on the S&P 100 (Total put volume divided by total call volume). It is considered as a more reliable indicator than...

This downloader gets EOD quotes data from Yahoo for all options listed in US exchanges. Only the last quote is downloaded and so in order to create an historical quotes database, this item should be run on a daily basis. For screening purpose, you will only need the last quotes...

A short sale, in trading, is the sale of a stock that you do not own. Here is how it works, when you short sell a stock, your broker will borrow that stock and sell it for you. To close your short position, you will need to buy back that...

This is a list of diffusion index symbols. These indexes are available in the Federal Reserve Bank of Philadelphia website and represents manufacturers' survey data. The time-series data can be downloaded using the following object: 313

After downloading the list of symbols (312) of the manufacturers' survey diffusion indexes, you can use this object to download seasonally adjusted time-series data (historical data). The data is available from May 1968 (The date the first time the survey was conducted) to present.
The data is retrieved from the Federal...

Earningswhispers.com is a website that provides earnings guidance and information. Since some time, Earningswhispers.com is making available its earning information and whisper report via RSS. The RSS content contains story headlines and descriptions, as well as the URLs that directly link to the full story on Earningswhispers.com.

The McClellan Oscillator is a very popular market breadth indicator often used by traders to gauge the general market sentiment. This indicator is derived from the Advance-Decline Line, which is simply the difference between the number of stocks that closed higher minus the number of stocks that closed lower.

The R-Squared or R2 is a statistical measure that shows the percentage of movements of one time-series that can be explained by movements of another time-series. The R-squared values range from 0 to 1 or 0 to 100 if expressed in percentage. A value of 100 indicates that all movements...

Short sale data reported by NYSE (New York Stock Exchange) Arca to a consolidated tape with the market identifier 'P' is available at the NYSE website (http://www.nyxdata.com/page/875).
This data includes the aggregate share volume of short sale transactions (short selling trading volume) that occurred during regular trading hours (between 9:30 am...

Created in 1960 and known as the Lagos Stock Exchange, the Nigerian Stock Exchange, NSE, is the main stock exchange of Nigeria. NSE offers a fully automatic trading system and it consists of six branches plus the Head Office, which is located in Lagos.

This item downloads daily Short Sale Volume data from nasdaqtrader.com website and for the NASDAQ and Boston stock exchanges.
The data is reported daily, one day after the market closes, and it contains trade date, ticker symbol, the sum of share volume of all short sale trades executed during regular trading...

After the NASDAQ, Boston stock exchange and the New York stock, here is an item that gets National stock exchange short selling data. The data is available at the exchange website (http://www.nsx.com).

The National Stock Exchange is an exchange based in Chicago, Illinois. It was founded in 1885 in Cincinnati (Ohio)...

Probably the most popular trading indicator is the moving average. It is widely used in technical analysis and several other indicators use it in their calculation. For each bar, the moving average indicator calculates the average price of a time-series over the preceding N-bars.
The function name is 'rbsma', which stands...

This function uses short selling data to create a short indicator that determines whether short traders are stronger or weaker. This is done by calculating for each trading bar, the difference between short sell volume that occurred above and below a specific stock price.

This function accepts a list of rules and an index as parameters and returns a rule for the specified index.
The Market trading rules function can be very useful when applied in an optimization or backtesting process. Imagine you have a trading system and you would like to test different exit...

This is a list of symbols of all IMF commodity series. The list includes 63 symbols and it was retrieved from the IMF, International Monetary Fund website (www.imf.org). The commodity indices and series belong to one of the following categories: Food, Beverages, Agricultural raw materials, Metals and Energy.

This item downloads historical data for the IMF (International Monetary Fund) commodity prices. The IMF commodity prices are prepared by the Energy and Commodities surveillance unit of the research department. The data is available on the IMF website (www.imf.org) and it is updated once a month.

This composite indicator calculates the total short volume of all US stocks. That is, the short selling volume of all companies listed in U.S. exchanges. The composite plug-in calculates this data for every trading bar and associates the result with the symbol '_ ShortVolume'.
The current composite uses the data provided...

Here is another trading indicator that uses the short selling data. The function or indicator determines whether short or long volume is dominating in the last N-period. It uses the short selling ratio to calculate the excess volume (Volume below or above 50%) and then sums up the result over...

The three main exchanges of the Russian Stock Market are: Moscow Interbank Currency Exchange, Russian Trading System and Saint Petersburg Stock Exchange.
The Moscow Interbank Currency Exchange, MICEX, is the leading stock exchange and is one of the largest in Russia. This stock exchange is located in Moscow.
The Saint Petersburg Stock...

The Russian Trading System (RTS) website (www.rts.ru) allows investor to download EOD quotes for all listed securities (Stocks, Bonds, and Inv. Funds). This data is automatically retrieved by this downloader, parsed and then added to your quotes database.

The Lisbon Stock Exchange is the main stock exchange in Portugal. It is located in Lisbon, the capital of Portugal and since 2007, it is part of the NYSE Euronext group (After the merger of Euronext and NYSE).

In 2002, Euronext acquired the Lisbon stock exchange (Bolsa de Valores de Lisboa...

The Brussels Stock Exchange is the main stock exchange of Belgium. It is based on Brussels and founded in 1801. After the merger that occurred between Brussels Stock Exchange (BSE), Paris Stock Exchange, Amsterdam Stock Exchange and Lisbon Stock Exchange, the BSE was renamed to Euronext Brussels.

After merging with the Paris Stock Exchange and the Brussels Stock Exchange to form the Euronext in 22 September 2000 (Euronext merged with NYSE in 2007 to form the NYSE Euronext), The Amsterdam Stock Exchange name changed to become the Euronext Amsterdam.

Treasury Bills are short-term obligations, with a maturity of less than one year, issued by the U.S government. These Treasury Bills are sold at a discount from the face value, which means that instead of earning an interest rate for buying these bonds, you will get this Treasury bill at...

This indicator uses short selling data downloaded by the 323 object. The indicator calculates, for a defined lookback period, the percentage of bars where the short selling ratio was higher than 50%. (More short selling volume than long volume).

This indicator can be interpreted as follows; a high value means that...

When there is more short selling volume than long volume, traders expect a decrease in the price of the stock and when there is more long volume than short selling volume, traders expect an increase in the price of the stock. However, things could happen differently from what traders expect.

Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...

The Advance/Decline Ratio is a Market Breadth indicator. The reason it is called Market Breadth indicator is that it uses the number of Advancing and Declining stocks in its formula. The number of advancing stocks is the number of stocks that advanced or increased in price in a trading day....

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.